Real Matters Inc (REAL.TO)
7.35
+0.30
(+4.26%)
CAD |
TSX |
Nov 01, 16:00
Real Matters Max Drawdown (5Y): 88.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 88.36% |
August 31, 2024 | 88.36% |
July 31, 2024 | 88.36% |
June 30, 2024 | 88.36% |
May 31, 2024 | 88.36% |
April 30, 2024 | 88.36% |
March 31, 2024 | 88.36% |
February 29, 2024 | 88.36% |
January 31, 2024 | 88.36% |
December 31, 2023 | 88.36% |
November 30, 2023 | 88.36% |
October 31, 2023 | 88.36% |
September 30, 2023 | 88.36% |
August 31, 2023 | 88.36% |
July 31, 2023 | 88.36% |
June 30, 2023 | 88.36% |
May 31, 2023 | 88.36% |
April 30, 2023 | 88.36% |
March 31, 2023 | 88.36% |
February 28, 2023 | 88.36% |
January 31, 2023 | 88.36% |
December 31, 2022 | 88.36% |
November 30, 2022 | 87.56% |
October 31, 2022 | 86.22% |
September 30, 2022 | 86.10% |
Date | Value |
---|---|
August 31, 2022 | 86.10% |
July 31, 2022 | 86.10% |
June 30, 2022 | 86.10% |
May 31, 2022 | 86.10% |
April 30, 2022 | 86.10% |
March 31, 2022 | 84.58% |
February 28, 2022 | 83.54% |
January 31, 2022 | 82.99% |
December 31, 2021 | 77.90% |
November 30, 2021 | 76.70% |
October 31, 2021 | 76.70% |
September 30, 2021 | 76.70% |
August 31, 2021 | 76.70% |
July 31, 2021 | 76.70% |
June 30, 2021 | 76.70% |
May 31, 2021 | 76.70% |
April 30, 2021 | 76.70% |
March 31, 2021 | 76.70% |
February 28, 2021 | 76.70% |
January 31, 2021 | 76.70% |
December 31, 2020 | 76.70% |
November 30, 2020 | 76.70% |
October 31, 2020 | 76.70% |
September 30, 2020 | 76.70% |
August 31, 2020 | 76.70% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
76.70%
Minimum
Nov 2019
88.36%
Maximum
Dec 2022
82.73%
Average
86.10%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Mainstreet Equity Corp | 54.52% |
DREAM Unlimited Corp | 65.01% |
Emergia Inc | 96.55% |
Tempus Capital Inc | 98.12% |
Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.86 |
Beta (5Y) | 0.8897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.81% |
Historical Sharpe Ratio (5Y) | -0.118 |
Historical Sortino (5Y) | -0.2433 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.21% |